+797.8%
PH vs FCUV
-98.6%
+896.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.7% |
| 7D | -1.3% | -66.5% | +65.2% | -1.2% |
| 30D | -11.0% | +5.0% | -15.9% | -11.1% |
| 3M | +5.5% | +63.8% | -58.3% | +4.5% |
| 6M | +1.5% | -67.8% | +69.3% | +0.7% |
| YTD | +8.8% | -82.4% | +91.2% | +8.0% |
| 1Y | +24.5% | -94.7% | +119.2% | +23.8% |
| 3Y | +141.2% | -99.3% | +240.4% | +139.8% |
| 5Y | +256.3% | -99.9% | +356.2% | +254.4% |
| All | +797.8% | -98.6% | +896.4% | +780.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling